Help with curved groove on curved surface
As your shape is a cylinder, you could greatly simplify your work if you use a Simple Deform modifier:


Just create your shape as a flat map, avoid any ngons, make a topology that will allow you to add some edge loops when you'll need to sharp the angles.
Extrude what needs to be extruded.
Give it a Simple Deform modifier/Bend mode, with a Deform Angle of 360°.
Give it a Subdivision Surface modifier and a Smooth Shading.
To make the joint at the 360° junction, you'll need to apply the Simple Deform and then W > Remove Doubles.